Composer · investment strategy
by Composer Technologies · via Composer
A rules-driven rotation. It checks the Nasdaq’s long trend, then uses short-term “stretched” moves and KMLM’s 20‑day trend to switch among tech bulls, inverse tech, volatility hedges, managed futures, short-term bonds, or a steady LLY/NVO/COST/GE basket.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
1 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
8 of 16 funds in its are : QID, SH, SOXL, SQQQ, SVXY, TECL, TQQQ, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
1) Regime: Is the tech‑heavy market rising? It checks TQQQ vs its 200‑day average.<br>2) If rising and short‑term moves look extreme, buy UVXY (volatility hedge). Otherwise use a 20‑day trend in KMLM (managed‑futures) and a bond‑vs‑bear check to pick: TQQQ, BTAL (defensive), a low‑vol mix of LLY/NVO/COST/GE, or QID (short Nasdaq).<br>3) If falling, try quick rebounds (TECL/SOXL). If none, rotate among QID/SQQQ, BSV, SVXY, or KMLM/the stock mix.
A rules-driven rotation. It checks the Nasdaq’s long trend, then uses short-term “stretched” moves and KMLM’s 20‑day trend to switch among tech bulls, inverse tech, volatility hedges, managed futures, short-term bonds, or a steady LLY/NVO/COST/GE basket.
Out-of-sample Sharpe 1.24 vs SPY 1.09; oos return ~67% vs ~18%; Calmar 2.22; alpha ~0.34. A disciplined regime-rotation strategy with hedges/diversification designed to beat the S&P 500 on risk-adjusted terms (with higher drawdown risk).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.7M | 2026-10-11 | |
| Backtest regulatory fees | $31k | 2026-10-11 | |
| Backtest slippage cost | $286k | 2026-10-11 |
| AI categories (Composer) | defensive equities, leveraged etfs, managed futures, mean reversion, tactical rotation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 59 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.76 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BSV", "BTAL", "COST", "GE", "KMLM", "LLY", "NVO", "QID", "SH", "SOXL", "SQQQ", "SVXY", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 60 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 513 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 250.44% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 137k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 67.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 185.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.95% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -8.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.49% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.37% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.33% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.91% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 8.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.22 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.32% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.82 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 62.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
